+44.5%
DTE vs VCLT
+11.3%
+33.2%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -0.6% |
| 7D | -2.0% | -1.3% | -0.7% | -1.3% |
| 30D | -2.4% | -1.1% | -1.3% | -1.8% |
| 3M | -7.3% | -3.7% | -3.6% | -5.3% |
| 6M | -7.6% | -4.0% | -3.6% | -5.5% |
| YTD | +5.8% | -3.4% | +9.2% | +7.8% |
| 1Y | +2.3% | -4.1% | +6.5% | +4.8% |
| All | +44.5% | +11.3% | +33.2% | +33.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded VCLT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling